Hidden semi-Markov-switching quantile regression for time series
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Cites work
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Cited in
(7)- On robust estimation of hidden semi-Markov regime-switching models
- Markov and the Duchy of Savoy: segmenting a century with regime-switching models
- Expectile hidden Markov regression models for analyzing cryptocurrency returns
- Markov switching quantile regression models with time-varying transition probabilities
- Quantile hidden semi-Markov models for multivariate time series
- scientific article; zbMATH DE number 7255561 (Why is no real title available?)
- Parsimonious hidden Markov models for matrix-variate longitudinal data
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